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Book Categories |
| 1 | Introduction | 1 |
| Pt. I | Computational Finance: Theory | |
| 2 | Notation and Basic Definitions | 11 |
| 3 | Continuous Time Finance | 15 |
| 4 | Scenario-Based Evaluation and Uncertainty | 33 |
| Pt. II | Algorithms for Uncertain Volatility Models | |
| 5 | A Lattice Framework | 47 |
| 6 | Algorithms for Vanilla Options | 57 |
| 7 | Algorithms for Barrier Options | 61 |
| 8 | Algorithms for American Options | 77 |
| 9 | Exotic Volatility Scenarios | 123 |
| Pt. III | Object-Oriented Implementation | |
| 10 | The Architecture of Mtg | 143 |
| 11 | The Class Hierarchy of MtgLib - External | 145 |
| 12 | The Class Hierarchy of MtgLib - Internal | 185 |
| 13 | Extensions for Monte-Carlo Pricing and Calibration | 195 |
| A | The Network Application MtgClt/MtgSvr | 197 |
| B | The Scripting Language MtgScript | 203 |
| C | Mathematica Extensions | 227 |
| References | 233 | |
| Index | 237 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Dennis Mailahn
reviewed Uncertain Volatility Models: Theory and Application on August 26, 2011
Uncertain Volatility Models: Theory and Application
Stafford Beer has written numerous books on his Viable Systems Model. The VSM is a unique and interesting approach to organisational management but unfortunately one needs considerable fortitude to get through most of Beer's books. There is very good secondary literature available
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Add Uncertain Volatility Models: Theory and Application, This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain volatility models place subjective , Uncertain Volatility Models: Theory and Application to the inventory that you are selling on WonderClubX
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Add Uncertain Volatility Models: Theory and Application, This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain volatility models place subjective , Uncertain Volatility Models: Theory and Application to your collection on WonderClub |
